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Xperi Inc XPER

i

Market dataready · fetched 2026-11-11T15:52:42.050Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-06-17

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T15:52:27.762156026Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T15:52:40.202937+00:00

Share price$6.12
1D+1.5%
$6.01$6.05$6.08$6.11$6.155:30 AM6:30 AM9:00 AM1:00 PMXPER
Sold putSold call

Xperi Inc options

Live interpolated XPER call and put midpoint premiums by absolute delta.Xperi Inc$0.39$1.10$1.80$2.51$3.22$3.33$4.71$6.09$7.47$8.8520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive XPER spot · $6.12XPER PRICE$0.47$0.56$0.66$0.76$0.86$0.96$1.06$1.15$1.25$1.35$1.45$0.56$0.71$0.86$1.01$1.16$1.31$1.45$1.60$1.77$3.02
Puts——
Calls——
Skew——
Implied moveBearish±$2.31
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.9077.4%45.4%
25Δ4.3574.1%40.5%
30Δ9.5963.5%64.3%4.8070.8%35.6%
35Δ9.1461.3%58.6%5.2567.5%30.6%
40Δ8.6959.0%52.9%5.7064.2%25.7%
45Δ8.2556.7%47.2%6.1661.0%20.8%
50Δ7.8054.4%41.5%6.6157.7%15.8%
55Δ7.3552.2%35.8%7.0654.4%10.9%
60Δ6.9049.9%30.1%7.5251.4%6.0%
65Δ6.4647.6%24.4%8.8263.8%5.2%
70Δ6.0145.4%18.7%
75Δ5.5643.1%13.0%
80Δ5.1140.8%7.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.90
IV
77.4%
B/E move
45.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.35
IV
74.1%
B/E move
40.5%

30Δ

Calls
Pseudo strike
9.59
IV
63.5%
B/E move
64.3%
Puts
Pseudo strike
4.80
IV
70.8%
B/E move
35.6%

35Δ

Calls
Pseudo strike
9.14
IV
61.3%
B/E move
58.6%
Puts
Pseudo strike
5.25
IV
67.5%
B/E move
30.6%

40Δ

Calls
Pseudo strike
8.69
IV
59.0%
B/E move
52.9%
Puts
Pseudo strike
5.70
IV
64.2%
B/E move
25.7%

45Δ

Calls
Pseudo strike
8.25
IV
56.7%
B/E move
47.2%
Puts
Pseudo strike
6.16
IV
61.0%
B/E move
20.8%

50Δ

Calls
Pseudo strike
7.80
IV
54.4%
B/E move
41.5%
Puts
Pseudo strike
6.61
IV
57.7%
B/E move
15.8%

55Δ

Calls
Pseudo strike
7.35
IV
52.2%
B/E move
35.8%
Puts
Pseudo strike
7.06
IV
54.4%
B/E move
10.9%

60Δ

Calls
Pseudo strike
6.90
IV
49.9%
B/E move
30.1%
Puts
Pseudo strike
7.52
IV
51.4%
B/E move
6.0%

65Δ

Calls
Pseudo strike
6.46
IV
47.6%
B/E move
24.4%
Puts
Pseudo strike
8.82
IV
63.8%
B/E move
5.2%

70Δ

Calls
Pseudo strike
6.01
IV
45.4%
B/E move
18.7%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
5.56
IV
43.1%
B/E move
13.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
5.11
IV
40.8%
B/E move
7.2%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend77.09%
Daily EOD
XPER63.9%71.0%78.1%2026-10-19: 64.91%2026-10-20: 69.83%2026-10-22: 72.06%2026-10-27: 71.68%2026-10-28: 77.09%Oct 19Oct 22Oct 28
5 observations2026-10-19 — 2026-10-28
Table
DateIV (%)
64.91%
69.83%
72.06%
71.68%
77.09%